+1,505.9%
ASTS vs DLR
+56.7%
+1,449.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | +1.6% | +5.8% | +6.2% |
| 30D | -8.9% | -3.4% | -5.5% | -6.6% |
| 3M | -41.9% | +0.5% | -42.4% | -43.0% |
| 6M | -40.6% | +4.6% | -45.1% | -42.9% |
| YTD | -14.2% | +23.4% | -37.6% | -26.9% |
| 1Y | +48.9% | +19.0% | +29.8% | +30.4% |
| All | +1,505.9% | +56.7% | +1,449.2% | +1,161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling